I didn't get a CD with my Router, and had no problems setting it up. I hooked my laptop to it via Ethernet to set it up. That way when it reboots, you are still connected. If you try to set it up wireless, when it resets, you loose connection...
Hardwire it until it's setup. Disable your wireless though otherwise the Ethernet and the wireless will argue over the connection and cause you problems.
Connect your router's Internet plug to the cable/DSL modem, and the computer to one of the network ports.
you do not need the CD to set the router up.
Hope this helps.
Jim.